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V-Lab

Tokyo Stock Exchange REIT Index Asy. MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 5th, 2026

1 Day

15.37%

increased by 0.33%

1 Week

15.74%

increased by 0.70%

1 Month

17.16%

increased by 2.12%

Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC

Date Range:

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graph of Tokyo Stock Exchange REIT Index AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time